@article{1463458,
      recid = {1463458},
      author = {Larcher, Gerhard,},
      title = {The art of quantitative finance., Vol. 3,: Risk, optimal  portfolios, and case studies /},
      pages = {1 online resource (390 pages) :},
      abstract = {The textbook discusses risk management in capital markets  and presents various techniques of portfolio optimization.  Special attention is given to risk measurement and credit  risk management. Furthermore, the author discusses optimal  investment problems and presents various examples. In the  last section, the book includes numerous case studies based  on the authors own work as a fund manager, court-appointed  expert and consultant in the field of quantitative finance.  This book is the third volume of the quantitative finance  trilogy by the author and builds on the theoretical  groundwork introduced in the previous books. The volume  presents real-life examples of the successful application  of the introduced techniques and methods in financial  services and capital markets.},
      url = {http://library.usi.edu/record/1463458},
      doi = {https://doi.org/10.1007/978-3-031-23867-3},
}